+146.5%
MPWR vs TSN
+42.3%
+104.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.1% |
| 7D | -1.7% | +4.6% | -6.4% | -1.0% |
| 30D | -16.5% | +15.4% | -32.0% | -14.7% |
| 3M | -12.3% | +2.9% | -15.2% | -11.7% |
| 6M | -27.7% | -10.8% | -17.0% | -27.0% |
| YTD | +32.0% | +4.5% | +27.5% | +33.3% |
| 1Y | +25.1% | +19.5% | +5.6% | +26.0% |
| 3Y | +146.5% | +42.2% | +104.3% | +127.9% |
| All | +146.5% | +42.3% | +104.2% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling